Anic Equity¶

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Total return since start: 0.713 %¶

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Equity now: -----------------------------> 52312.05 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45977.02 Kr¶

PnL: ---------------------------------------> -775.98 Kr¶

DD now: ---------------------------------> -1.522 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-13 10:31:24.721087'

Anic Portfolio¶

Today¶

Return: -0.008 %¶

This Week¶

Return: -0.008 %¶

Total portfolio value¶

Return including deposits: 71.256 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 3.400000 2343.000000 154.000000 7.040000 2189.000000
Embracer Group B 26 4.320000 703.170000 41.170000 6.220000 661.999988
BHG Group 49 -2.390000 680.120000 41.120000 6.440000 638.999984
Vitrolife 3 3.910000 702.000000 25.000000 3.690000 677.000001
Biotage 4 0.710000 622.800000 19.800000 3.280000 603.000000
Indutrade 5 2.060000 1337.500000 17.500000 1.330000 1320.000000
Addtech B 3 1.710000 715.200000 15.200000 2.170000 699.999999
Eastnine 6 -2.610000 672.000000 15.000000 2.280000 657.000000
Addnode Group B 6 2.320000 766.800000 14.800000 1.970000 751.999998
SynAct Pharma 9 -2.400000 657.900000 12.900000 2.000000 645.000003
Xvivo Perfusion 3 0.000000 856.500000 11.500000 1.360000 845.000001
Sdiptech B 3 0.290000 831.600000 9.600000 1.170000 822.000000
Nolato B 12 -0.270000 656.400000 8.400000 1.300000 648.000000
BONESUPPORT HOLDING 10 -0.240000 1230.000000 6.000000 0.490000 1224.000000
NCC B 7 0.160000 659.750000 5.750000 0.880000 653.999997
Latour B 2 1.390000 452.200000 3.200000 0.710000 449.000000
Fortnox 10 3.520000 669.800000 1.800000 0.270000 668.000000
Sedana Medical 135 -2.250000 4330.800000 -0.200000 0.000000 4330.999935
Profoto Holding 7 0.000000 581.000000 -1.000000 -0.170000 581.999999
NCC A 6 1.630000 597.600000 -1.400000 -0.230000 598.999998
Lime Technologies 2 -1.180000 587.000000 -6.000000 -1.010000 593.000000
Volati 5 -4.550000 566.000000 -8.000000 -1.390000 574.000000
Sampo Oyj SDB 1 -1.100000 496.500000 -8.500000 -1.680000 505.000000
Investor B 3 0.560000 649.200000 -8.800000 -1.340000 657.999999
SCA A 4 -0.270000 588.800000 -10.200000 -1.700000 599.000000
Balco Group 39 0.000000 1860.300000 -14.700000 -0.780000 1874.999997
Humana 40 0.000000 643.200000 -30.800000 -4.570000 674.000000
Lundin Gold 7 1.380000 922.600000 -51.400000 -5.280000 973.999999
Ambea 68 0.830000 2479.280000 -57.720000 -2.280000 2537.000032
Creades A 7 1.030000 547.400000 -63.600000 -10.410000 610.999998
Investor A 16 0.420000 3470.400000 -74.600000 -2.100000 3545.000000
New Wave B 40 0.210000 3826.800000 -89.200000 -2.280000 3916.000000
Gaming Innovation Group 161 -0.400000 4025.000000 -163.000000 -3.890000 4187.999942
Wästbygg Gruppen B 80 -1.470000 2688.000000 -183.000000 -6.370000 2871.000000
Bactiguard Holding B 37 -3.760000 2560.400000 -406.600000 -13.700000 2966.999993
TOTAL 45977.020000 -775.980000 -1.52164% 46752.999863

Updated:¶

'2023-06-13 10:31:41.999457'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶